Opened 5 weeks ago

Last modified 5 weeks ago

#2756 assigned defect

GBT with logistic regression loss function cannot be used in cross-validation

Reported by: gkronber Owned by: gkronber
Priority: medium Milestone: HeuristicLab 3.3.15
Component: Algorithms.DataAnalysis Version: 3.3.14
Keywords: Cc:

Description

GBT with logistic regression loss function produces a classification solution (discriminant function model) even though the problem is a regression problem.

In cross-validation we clone the problem and try to use it in combination with the models in an ensemble. This throws an exception when the problem is actually a regression problem.

Change History (5)

comment:1 Changed 5 weeks ago by gkronber

  • Owner set to gkronber
  • Status changed from new to accepted

comment:2 Changed 5 weeks ago by gkronber

r14781: changed cross-validation to work for GBT with logistic regression loss

comment:3 Changed 5 weeks ago by gkronber

  • Owner changed from gkronber to mkommend
  • Status changed from accepted to reviewing

comment:4 Changed 5 weeks ago by gkronber

  • Owner changed from mkommend to gkronber
  • Status changed from reviewing to assigned

comment:5 Changed 5 weeks ago by gkronber

Should be solved by creating two versions of GBT (regression vs. classification)

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